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AQR Capital Management

AQR Capital Management Portfolio holdings

AUM $218B
1-Year Est. Return 29.41%
This Fund
S&P 500
This Quarter Est. Return
+6.57%
1 Year Est. Return
+29.41%
3 Year Est. Return
+92.15%
5 Year Est. Return
+116.61%
10 Year Est. Return
+435.72%
AUM
$47.8B
AUM Growth
+$11.4B
Cap. Flow
+$7.61B
Cap. Flow %
15.94%
Top 10 Hldgs %
9.33%
Holding
2,816
New
319
Increased
937
Reduced
1,037
Closed
310

Top Buys

Rank Stock Value
1
LYB icon
LyondellBasell Industries
LYB
+$320M
2
GILD icon
Gilead Sciences
GILD
+$266M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$213M
4
TEL icon
TE Connectivity
TEL
+$179M
5
MRK icon
Merck
MRK
+$179M

Top Sells

Rank Stock Value
1
SHPG
Shire pic
SHPG
+$211M
2
CNVR
CONVERSANT INC COM STK (DE)
CNVR
+$117M
3
EOG icon
EOG Resources
EOG
+$106M
4
CNQR
CONCUR TECHNOLOGIES INC
CNQR
+$102M
5
CPWR
COMPUWARE CORP
CPWR
+$99.8M

Sector Composition

Rank Sector Weight
1 Healthcare 15.14%
2 Technology 13.98%
3 Financials 11.82%
4 Industrials 9.05%
5 Consumer Discretionary 7.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MOS icon
2476
The Mosaic Company
MOS
$7.33B
– –
-34,600
Closed -$1.54M
MTZ icon
2477
MasTec
MTZ
$21.9B
– –
-74,136
Closed -$2.27M
MUA icon
2478
BlackRock MuniAssets Fund
MUA
$522M
– –
-12,664
Closed -$166K
NAC icon
2479
Nuveen California Quality Municipal Income Fund
NAC
$1.85B
– –
-32,935
Closed -$469K
NAZ icon
2480
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
– –
-13,558
Closed -$185K
NGS icon
2481
Natural Gas Services Group
NGS
$477M
– –
-10,300
Closed -$248K
NPO icon
2482
Enpro
NPO
$7.05B
– –
-46,207
Closed -$2.8M
NUWE icon
2483
Nuwellis
NUWE
$543K
– –
0
– -$59K
NX icon
2484
Quanex
NX
$1.01B
– –
-18,522
Closed -$335K
NXST icon
2485
Nexstar Media Group
NXST
$5.97B
– –
-30,302
Closed -$1.23M
ONTO icon
2486
Onto Innovation
ONTO
$15.3B
– –
-12,425
Closed -$188K
PBH icon
2487
Prestige Consumer Healthcare
PBH
$2.6B
– –
-22,842
Closed -$739K
PCM
2488
PCM Fund
PCM
$70.1M
– –
-20,821
Closed -$231K
PCN
2489
PIMCO Corporate & Income Strategy Fund
PCN
$885M
– –
-29,267
Closed -$462K
PENN icon
2490
PENN Entertainment
PENN
$2.71B
– –
-726,021
Closed -$8.14M
PFBC icon
2491
Preferred Bank
PFBC
$1.25B
– –
-13,052
Closed -$294K
PFL
2492
PIMCO Income Strategy Fund
PFL
$388M
– –
-31,787
Closed -$380K
PFN
2493
PIMCO Income Strategy Fund II
PFN
$703M
– –
-38,271
Closed -$403K
PGP
2494
PIMCO Global StockPLUS & Income Fund
PGP
$100M
– –
-10,493
Closed -$213K
PHK
2495
PIMCO High Income Fund
PHK
$880M
– –
-40,400
Closed -$471K
PLCE icon
2496
Children's Place
PLCE
$59.8M
– –
-14,381
Closed -$685K
PMF
2497
DELISTED
PIMCO Municipal Income Fund
PMF
– –
-21,288
Closed -$292K
PML
2498
PIMCO Municipal Income Fund II
PML
$493M
– –
-14,400
Closed -$168K
POWI icon
2499
Power Integrations
POWI
$3.61B
– –
-13,648
Closed -$368K
PRLB icon
2500
Protolabs
PRLB
$2.13B
– –
-6,900
Closed -$476K
98 99
100
101 102

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AQR Capital Management's Q4 2014 Portfolio in Review

As of Q4 2014, AQR Capital Management held 2,816 positions worth $47.8B, up 31% from $36.4B the previous quarter. Its ten largest holdings account for 9.3% of the portfolio.

AQR Capital Management deployed $7.61B of net new capital in Q4 2014, opening 319 new positions and adding to 937 existing holdings. Its largest new stake was LyondellBasell Industries: 3,695,296 shares worth $293M.

By sector, the portfolio is most concentrated in Healthcare at 15% of assets, up from 14% a quarter earlier, followed by Technology and Financials.

On the sell side, the largest reduction was EOG Resources, an estimated $106M trimmed.

  • AQR Capital Management's largest Q4 2014 buy was LyondellBasell Industries: 3,695,296 shares worth $293M.
  • AQR Capital Management added most to Gilead Sciences in Q4 2014, an estimated $266M increase.
  • AQR Capital Management's biggest Q4 2014 reduction was EOG Resources, cutting an estimated $106M.
  • AQR Capital Management fully exited Shire pic in Q4 2014, selling an estimated $211M.
  • AQR Capital Management's ten largest holdings make up 9.3% of its $47.8B portfolio in Q4 2014.
  • AQR Capital Management opened 319 new positions and closed 310 in Q4 2014.
  • AQR Capital Management's portfolio value rose 31% quarter-over-quarter to $47.8B.

Based on AQR Capital Management's 13F filing for Q4 2014, filed 17 Feb 2015.